Plants, like peppers
and tomatoes, can benefit from a longer growing season. This is
accomplished by starting them indoors a few months before the latest
frost. Our typical latest frost in Albuquerque is April
15th. Some years we may have to wait a couple weeks longer.
It does take some time and effort to do this, so I don't do it for
plants that don't need it. If you're only planning on planting a few
plants, it's a lot easier to just buy them in the store. Last
year I planted ~200 peppers and over a dozen tomatoes. Some of
the plants I just buy. Most of the ones that I start early are
ones that I can't find in the store or get as early as I want.
Last year the green chile plants I bought started out well and where
ahead of my plants. In the long run, my plants where healthier
and produced much better. By selecting my seeds over the years, I
have been able to produce superior fruits. It's not sure-fire, so
I plant seeds from different years.
I store my seeds in small sealed zip-lock bags in side another zip-lock
in the freezer. I have been able to keep pepper seeds viable for
over 5 years. Make sure the seeds are completely dry before you
seal them or the will mold. Another reason for starting your own
seedlings is to avoid genetically modified plants. I'm not going to get
into that here.

Other plants that you may want to start early are okra,
artichokes(globe), brussel sprouts and some flowers. I do not
recommend starting squash or melons for transplanting. They don't
like transplanting and it is difficult to do without damaging the vines
when you move them. It is better to use a cold frame for them, if you
have to.

Decide what you're going
to start.

Lay out a piece of plastic wrap twice the size of a sheet of paper
towel.

Place a sheet of paper towel on the plastic wrap.

Label the paper towel with names of the plants.

The number of seeds you put down will depend upon how many plants
you want and the viablity of your seed.

Moisten the paper towel with water.

Fold the plastic wrap over and seal the edges.

Place the sheet in a warm place where it will get some light.

Most seeds want light to germinate, though some like it dark.

The seeds should start sprouting in two or three days.

Some seeds will take longer.

When the sprouts are 1/8 to 1/2 " long they are ready to plant.

Don't let them get to long because they will embed in the paper towel.

Don't let the paper towel dry out.

Saturate the potting soil
with water, then let it drain. A drop of LOC or dish soap in the water
will make the water wetter and let it be absorbed more readily.

Plant the seedlings in potting soil in the starter pots.

I put two in each one.

Cover the seeds with ~1/4" of soil.

Put the plants inside a
gallon zip-lock.

Blow the
zip-lock up with your breath and seal it.

You exhale
carbon dioxide and the plants love it.

You'll have to
blow them up every day or so.

Place them in a
warm place in sunlite or under fluorescent light. I move mine
under the lights at sundown. I use 4 - 40 watt fluorescent bulbs
2 feet above the plants.

You shouldn't
have to add any water after you start.

The next step is the most critical.

When the seedlings get tall enough that the leaves are about to touch
the zip-lock bag, you have to start there transition to the real
world.

They love the high humidity and high CO2 of the mini-green houses.

If you just remove them from the bags, they will croak. You have
to make the transition over a few days.

Start by opening the bags a
little bit. Increase the opening each day until they are able to
tolerate normal conditions. Watch the leaves. If
they look stressed, you'll have the close the bag until they recover
and than try it again more slowly. Once the transition has
been made, remove the bags. You will have to water the
plants as needed.

If there are roots above
the potting soil, transplant into a larger container.

As the weather gets warmer, start acclimating the plants to full
sunlight by setting them outside. Start in light shade and slowly
increase the amount of time and sunlight until they can stand full
sunlight. Be careful! You can lose everything in less than an
hour, if you go to fast. Don't plant them
outside until all danger of frost has past.

When
you plant them, remove the lower leaves and plant them with ground
level about half way up the stem.
This applies to peppers and tomatoes.

Mulch around the plants to conserve moisture.

I've experimented with leaving two plants together vs. cutting one
off. Leaving two together helps them support each other in the
wind, but I don't think the yield is as high.